+160.9%
MMM vs BAH
-26.6%
+187.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.8% | -2.6% | +1.7% | -0.7% |
| 30D | +14.4% | +20.4% | -5.9% | +13.8% |
| 3M | +1.8% | +11.9% | -10.1% | +1.4% |
| 6M | +31.3% | +17.1% | +14.2% | +30.6% |
| YTD | +18.0% | +5.5% | +12.4% | +18.1% |
| 1Y | +10.9% | +5.6% | +5.3% | +11.0% |
| All | +160.9% | -26.6% | +187.6% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling